Yes, when you say you're 8 months along, you actually mean you're IN your 8th month (and you don't deliver until, technically, you're at the end of your 9th). It doesn't mean you've COMPLETED 8 months, it just means you're in the midst of that month.

It gets all messed up because as far as doctors go and everything, they start counting the baby's gestational age at (and therefore, get the due date from) the first day of your last period... which is actually approximately 2 weeks BEFORE conception.

It's confusing, I know, but the easiest way to explain it is that when someone says they're 3 months along, it just means they're IN it. Not done it. Hope that helps.